Lines of inquiry
Experiments are not filed one at a time. Each belongs to a program (a standing question the lab is working through), and a program’s status is the lab’s current position on it, kept in step with what its experiments actually found.
The lab's core program: build a point-in-time fair-volatility forecast for the rest of the session and ask whether it carries information the option market's own pricing does not. The opening results establish the instrument and its first confirmed inputs: the morning implied-volatility level…
Headline result HYP-006
Dealer positioning measured from the options surface, tested as a volatility state variable. The family opened with an honest instrumentation failure: the question of whether flow followed by open-interest growth marks persistent positioning was retired unrun, because the open-interest snapshot's…
Headline result HYP-010
Does opening options-flow pressure predict short-horizon direction? Four representations tested so far: aggregate net premium, aggressor-partitioned flow, cross-sectional ranking, and extreme premium bursts. All null. The family-level conclusion at this point in the ledger is a clean efficiency…
Headline result HYP-001
Questions the market answered with a clean no, kept public because each null sharpens where information does and does not live. The first entry: extreme premium bursts, which move neither direction nor subsequent volatility once the ambient state is accounted for. This program grows as the ledger…
Headline result HYP-009